One of the main reasons that trimpots don't generally come with knobs is because they have a very limited rotational life and should not be used in applications where they'd be operated a lot (like a control).
Yes, that seems quite reasonable. But for some uses, quick breadboard experimentation or other experimentation, and them coming with some stepdowns and stepups makes you want to have a simple way of adjusting without needing to have an adjustment tool or screwdriver with you every time (as an example, I'm using a step down that has one of those for adjustment and a built in voltmeter as an improvised voltage controlled power supply).
They are also smaller and significantly cheaper than larger potentiometers designed to be frequently adjusted. For a finished product, it definitely makes sense to use the proper part and consider longevity and definitely other specs too.
Maybe a cap could be improvised? Some tube or something, and a little bit of glue. Maybe heatshrink and a bit of heat? The issue with many kinds of glue and trying to glue something to the screw is that it might leak between the screw and plastic and have the undesirable effect of also fixing the position, so that you can't rotate it at all. Trying to apply a small amount of hot melt glue over the screw might work, but I doubt it sticks that great to metal.